Hi,
How can I plot a daily time series?
I tried the code below, but freq input support (monthly, quarterly and yearly).
Thanks in advance!
dstart = 201501; freq = 12 ; struct plotControl myPlot; myPlot = plotGetDefaults("xy"); plotSetXTicInterval(&myPlot, 365, 201501); plotSetXTicLabel(&myPlot, "YYYY-QQ"); plotTS(myPlot, dstart, freq, y);
and these
struct plotControl myPlot; myplot = plotGetDefaults("XY"); // Turn off grid plotSetGrid(&myPlot, "off"); // Set the title text, font and font-size plotSetTitle(&myPlot, "U.S. Wholesale Price Index ", "Helvetica Neue", 18); // Set the Y-axis text, font and font-size plotSetYLabel(&myPlot, "ln(wpi)", "Helvetica Neue", 14); // Set the X-tick label format to 4 digit year plotSetXTicLabel(&myPlot, "YYYY"); // Place an X-tick every 5 years (20 quarters), // starting with January of 1960 plotSetXTicInterval(&myPlot,4, 2015); // Draw the plot, using the settings // in 'myPlot' plotTS(myPlot, 2015, 4, y); plotTS(201501, 1/365, y);
2 Answers
0
You have two options for plotting daily data in GAUSS.
- Starting in GAUSS version 19,
plotTScan now plot daily data, as well as monthly, quarterly and yearly data. - GAUSS 19 also introduced a new function
plotTSHFwhich can plot data which is daily, hourly, or by minute, second or hundredths of a second.
The main difference is that plotTS takes time in DT Scalar format, whereas plotTSHF requires the date arguments to be POSIX times.
Plot of daily data with plotTS
/* ** January 5th, 8th, 9th, 10th ** of the year 1986. At hour 00, ** minute 00, second 00 ** ** In DT Scalar format */ dt = { 19860105000000, 19860108000000, 19860109000000, 19860110000000 }; y = { 0.05, 0.84, 0.40, 0.75 }; plotTS(dt, "days", y);
Plot of daily data with plotTSHF
/* ** January 5th, 8th, 9th, 10th ** of the year 1986. At hour 00, ** minute 00, second 00 ** ** As POSIX time */ dt = { 505267200, 505526400, 505612800, 505699200 }; y = { 0.05, 0.84, 0.40, 0.75 }; plotTSHF(dt, "days", y);
You may find this blog post about plotting high-frequency data with plotTSHF helpful. There is also a blog post about reading dates and times which you can find here.
Your Answer
2 Answers
You have two options for plotting daily data in GAUSS.
- Starting in GAUSS version 19,
plotTScan now plot daily data, as well as monthly, quarterly and yearly data. - GAUSS 19 also introduced a new function
plotTSHFwhich can plot data which is daily, hourly, or by minute, second or hundredths of a second.
The main difference is that plotTS takes time in DT Scalar format, whereas plotTSHF requires the date arguments to be POSIX times.
Plot of daily data with plotTS
/* ** January 5th, 8th, 9th, 10th ** of the year 1986. At hour 00, ** minute 00, second 00 ** ** In DT Scalar format */ dt = { 19860105000000, 19860108000000, 19860109000000, 19860110000000 }; y = { 0.05, 0.84, 0.40, 0.75 }; plotTS(dt, "days", y);
Plot of daily data with plotTSHF
/* ** January 5th, 8th, 9th, 10th ** of the year 1986. At hour 00, ** minute 00, second 00 ** ** As POSIX time */ dt = { 505267200, 505526400, 505612800, 505699200 }; y = { 0.05, 0.84, 0.40, 0.75 }; plotTSHF(dt, "days", y);
You may find this blog post about plotting high-frequency data with plotTSHF helpful. There is also a blog post about reading dates and times which you can find here.